Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,29% | 12,68 CHF | 12,70 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 126 468 CHF | 73 718 CHF | 99,10% | 99,10% |
20/11/2024 | 0,31% | 11,34 CHF | 11,36 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 114 989 CHF | 66 812 CHF | 99,62% | 99,62% |
19/11/2024 | 0,33% | 11,14 CHF | 11,16 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 111 071 CHF | 64 582 CHF | 99,04% | 99,04% |
18/11/2024 | 0,31% | 11,34 CHF | 11,36 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 116 349 CHF | 67 439 CHF | 99,59% | 99,59% |
15/11/2024 | 0,31% | 11,62 CHF | 11,64 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 118 009 CHF | 68 486 CHF | 99,60% | 99,60% |
14/11/2024 | 0,28% | 12,38 CHF | 12,40 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 129 442 CHF | 74 622 CHF | 99,62% | 99,62% |
13/11/2024 | 0,28% | 13,34 CHF | 13,36 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 129 508 CHF | 76 566 CHF | 97,53% | 97,53% |
12/11/2024 | 0,28% | 13,24 CHF | 13,26 CHF | 10 000 | 10 000 | 10 000 | 5 840 | 128 443 CHF | 75 658 CHF | 95,00% | 95,00% |
11/11/2024 | 0,31% | 12,76 CHF | 12,78 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 116 908 CHF | 69 089 CHF | 99,60% | 99,60% |
08/11/2024 | 0,36% | 10,64 CHF | 10,66 CHF | 10 000 | 10 000 | 10 000 | 5 811 | 101 208 CHF | 59 277 CHF | 99,64% | 99,64% |